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Journal of Financial Econometrics Volume 6 Issue 1

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Journal of Financial Econometrics Volume 6 Issue 1

Size and Value Anomalies under Regime Shifts

Guidolin, Massimo

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

Modeling a Multivariate Transaction Process

Nolte, Ingmar

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

Sorting, Firm Characteristics, and Time-varying Risk: An Econometric Analysis

Fan, Xinting

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structure Estimation

Duffee, Gregory R.; Stanton, Richard H.

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

Nonparametric Estimation of Expected Shortfall

Chen, Song Xi

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

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Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

Duffee, Gregory R.; Stanton, Richard H.

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008

Follow Journal of Financial Econometrics , Volume 6 (1) Oxford University Press – Jan 1, 2008